SIX Structured Products | Bid | Ask | Notation | |
---|---|---|---|---|
Please note that data is only available after start of trading. |
Closing prev. day | 70.80 | ||||
Diff. absolute / % | 1.40 | +2.02% |
Last Price | 86.01 | Volume | 5,000 | |
Time | 15:08:27 | Date | 04/09/2024 |
Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Name | Barrier Reverse Convertible |
ISIN | CH1361310258 |
Valor | 136131025 |
Symbol | RLCAAV |
Barrier | 1.92 USD |
Cap | 3.83 USD |
Quotation in percent | Yes |
Coupon p.a. | 20.00% |
Coupon Premium | 19.06% |
Coupon Yield | 0.94% |
Type | Barrier Reverse Convertibles |
SVSP Code | 1230 |
Barrier reached | No |
COSI Product | No |
Exercise type | American |
Currency | Swiss Franc |
First Trading Date | 19/07/2024 |
Date of maturity | 24/07/2025 |
Last trading day | 17/07/2025 |
Settlement Type | Cash payout |
IRS 871m | Potentially in scope for combined transactions |
Currency safeguarded | Yes |
Pricing | Clean |
Issuer | Bank Vontobel |
Ask Price (basis for calculation) | 68.6000 |
Maximum yield | 60.36% |
Maximum yield p.a. | 87.42% |
Sideways yield | 60.36% |
Sideways yield p.a. | 87.42% |
Distance to Cap | -1.68 |
Distance to Cap in % | -78.14% |
Is Cap Level reached | No |
Distance to Barrier | 0.23 |
Distance to Barrier in % | 10.70% |
Is Barrier reached | No |
Average Spread | 2.40% |
Last Best Bid Price | 70.80 % |
Last Best Ask Price | 71.30 % |
Last Best Bid Volume | 500,000 |
Last Best Ask Volume | 500,000 |
Average Buy Volume | 140,339 |
Average Sell Volume | 140,339 |
Average Buy Value | 98,989 CHF |
Average Sell Value | 100,190 CHF |
Spreads Availability Ratio | 100.00% |
Quote Availability | 100.00% |